"You know, at this level it can come down to just a few points here or there. My biggest chance was at the beginning of the second set - didn't quite get it. When Novak had his chance at the end of the third, he got his."

Djokovic had five break-point chances in the opening set, including four after having Murray at 0-40 in the seventh game, but wasn't able to convert any of them.

Then he surrendered the tiebreaker with six unforced errors. Murray appeared to be the stronger of the two at the time. He'd beaten Djokovic in their last Grand Slam encounter, the U.S. Open final, and had the Serb so off balance at times in the first set that he slipped to the court and took skin off his knee.

Murray held serve to open the second set and had three break points at 0-40 in the second game, but Djokovic dug himself out of trouble and held.

"After that I felt just mentally a little bit lighter and more confident on the court than I've done in the first hour or so," Djokovic said. "I was serving better against him today in the first two sets than I've done in any of the match in the last two years."

Djokovic said he loves playing at Rod Laver Arena, where he won his first major title in 2008. He now has six Grand Slam titles altogether. Federer has won four of his 17 majors at Melbourne Park, and Agassi is the only other player to have won that many in Australia since 1968.

Djokovic was just finding his way at the top level when Agassi retired in 2006, but he had watched enough of the eight-time major winner to appreciate his impact.

"He's I think one of the players that changed the game - not just the game itself, but also the way the people see it," Djokovic said. "So it was obviously a big pleasure and honor for me to receive the trophy from him."

Agassi was among the VIPs in the crowd, along with actor Kevin Spacey and Victoria Azarenka, who won the women's final in three sets against Li Na the previous night.

Murray broke the 76-year drought for British men at the majors when he won the U.S. Open last year and said he'll leave Melbourne slightly more upbeat than he has after defeats here in previous years.

"The last few months have been the best tennis of my life. I mean, I made Wimbledon final, won the Olympics, won the U.S. Open. You know, I was close here as well," he said. "No one's ever won a slam (immediately) after winning their first one. It's not the easiest thing to do. And I got extremely close.

"So, you know, I have to try and look at the positives of the last few months, and I think I'm going the right direction."